Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (Q5859257)
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scientific article; zbMATH DE number 7334119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function |
scientific article; zbMATH DE number 7334119 |
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Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (English)
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16 April 2021
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covariance matrix
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James-Stein estimator
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loss function
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multivariate Gaussian random variable
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non-central chi-square distribution
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shrinkage estimator
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